Honey, I Shrunk the Sample Covariance Matrix 3 个回复 - 746 次查看
【作者(必填)】Olivier Ledoit and Michael Wolf
【文题(必填)】Honey, I Shrunk the Sample Covariance Matrix
【年份(必填)】2004
【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10. ...2017-4-18 18:37 - MemMao - 求助成功区
Shrinkage Covariance Matrix code help 0 个回复 - 3322 次查看
Hi I need the SAS code of the shrinkage covariance matrix, where I can find out the SAS code? Thank lots!2008-6-19 10:32 - w5658 - SAS专版